+223.9%
PR vs SBAC
-39.7%
+263.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.7% |
| 7D | -16.5% | +4.4% | -21.0% | -17.2% |
| 30D | -4.5% | +13.8% | -18.3% | -6.6% |
| 3M | +8.5% | +9.0% | -0.4% | +6.8% |
| 6M | -3.3% | -10.0% | +6.7% | -2.0% |
| YTD | +55.7% | +1.8% | +53.9% | +53.5% |
| 1Y | +82.0% | +1.1% | +80.9% | +79.6% |
| 3Y | +62.5% | -9.5% | +72.0% | +60.1% |
| 5Y | +223.9% | -39.0% | +262.9% | +233.8% |
| All | +223.9% | -39.7% | +263.6% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling